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相关论文: A note on optimal probability lower bounds for cen…

200 篇论文

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

概率论 · 数学 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

We provide an elementary proof of the lower bound for the variance of continuous unimodal distributions and obtain analogous bounds for the higher order central moments. A lower bound for the rth central moment of discrete distribution is…

统计理论 · 数学 2016-02-16 R. Sharma , R. Bhandari , R. Saini

This paper is concerned with estimating the intersection point of two densities, given a sample of both of the densities. This problem arises in classification theory. The main results provide lower bounds for the probability of the…

统计理论 · 数学 2007-12-18 Franz Merkl , Leila Mohammadi

We propose an algorithm to numerically determined whether a second-order linear PDE problem satisfying a Garding inequality is well-posed. This algorithm further provides a lower bound to the inf-sup constant of the weak formulation, which…

数值分析 · 数学 2026-05-20 T. Chaumont-Frelet

The study of transversal fluctuation of the optimal path has been a crucial aspect of the Kadar-Parisi-Zhang (KPZ) universality class. In this paper, we establish a new probability lower bound, with optimal exponential order, for the rare…

概率论 · 数学 2024-06-28 Xiao Shen

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be…

概率论 · 数学 2016-01-19 Peter Harremoës , Oliver Johnson , Ioannis Kontoyiannis

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

概率论 · 数学 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider $n\times n$ matrices with complex entries of the form \[ M = A\circ X + B…

概率论 · 数学 2018-05-21 Nicholas A. Cook

In this article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

统计方法学 · 统计学 2016-11-18 Nickos Papadatos

This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…

复变函数 · 数学 2026-05-27 Sajad A. Sheikh , Mohammad Ibrahim Mir

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

机器学习 · 计算机科学 2013-11-12 Spencer Greenberg , Mehryar Mohri

For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower bound admits the interpretation as the…

统计理论 · 数学 2012-06-08 Mikhail Ermakov

In this paper relations among some kinds of cumulative entropies and moments of order statistics are presented. By using some characterizations and the symmetry of a non negative and absolutely continuous random variable X, lower and upper…

统计理论 · 数学 2020-09-07 Narayanaswamy Balakrishnan , Francesco Buono , Maria Longobardi

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

概率论 · 数学 2012-12-24 Christian Döbler

We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…

概率论 · 数学 2020-08-12 Andrei N. Frolov

We study the complexity of optimizing highly smooth convex functions. For a positive integer $p$, we want to find an $\epsilon$-approximate minimum of a convex function $f$, given oracle access to the function and its first $p$ derivatives,…

最优化与控制 · 数学 2021-12-06 Ankit Garg , Robin Kothari , Praneeth Netrapalli , Suhail Sherif

A simple method is shown to provide optimal variational bounds on $f$-divergences with possible constraints on relative information extremums. Known results are refined or proved to be optimal as particular cases.

信息论 · 计算机科学 2019-02-05 Olivier Binette

We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…

统计理论 · 数学 2024-03-05 Rémy Degenne , Timothée Mathieu

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

统计理论 · 数学 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

This note considers a variation of the full-information secretary problem where the random variables to be observed are independent and identically distributed. Consider $X_1,\dots,X_n$ to be an independent sequence of random variables, let…

概率论 · 数学 2017-09-11 José A. Islas